+616.9%
GOOGL vs MAS
+213.7%
+403.2%
-44.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.9% | +2.7% | +1.4% |
| 7D | +1.8% | +2.0% | -0.2% | +1.0% |
| 30D | -18.8% | +19.4% | -38.1% | -24.1% |
| 3M | -20.3% | +9.4% | -29.8% | -23.4% |
| 6M | -28.4% | +15.3% | -43.7% | -33.1% |
| YTD | -8.8% | +31.3% | -40.2% | -19.8% |
| 1Y | +0.3% | +34.9% | -34.6% | -12.9% |
| 3Y | +120.7% | +58.6% | +62.1% | +69.6% |
| 5Y | +93.1% | +40.7% | +52.4% | +53.1% |
| All | +616.9% | +213.7% | +403.2% | +306.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MAS.
Daily Out/Under-Performance
Portfolio return minus MAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MAS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded MAS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling